I consider Edwin T. Jaynes's book Probability Theory: The Logic of
Science to be one of the most important works on the theory of
probability of the last century. Unfortunately, Jaynes fell ill and died
before he could complete the book. His incomplete manuscript was available on
the web at that time, and some entire chapters were missing, parts of other
chapters were missing, and others were not in as finished and polished a state
as they probably would have been had Jaynes remained in good health long
enough to finish the book. Jaynes's colleague G. Larry Bretthorst accepted the
responsibility to put the unfinished manuscript into publishable form, and it
was published in May 2003, five years after Jaynes's death. However, as
Bretthorst writes in the editor's foreword,

I could have written
these latter chapters and filled in the missing pieces, but if I did so, the
work would no longer be Jaynes'; rather, it would be a Jaynes-Bretthorst
hybrid with no way to tell which material came from which author. In the end,
I decided the missing chapters would have to stay missing--the work
would remain Jaynes'.

As a result, there remain omissions and some cases of unclear exposition
(that contrast sharply with the clear exposition found in the more finished
chapters); furthermore, the author is not in a position to issue his own
errata to correct various minor errors that remain in the published form of
the book.

The purpose of this web page is then to help the readers of
Probability Theory to get more out of it, by

collecting and providing a list of (apparent) errata;

providing additional information and exposition where it may aid
comprehension of material in the book; and

providing commentary on specific chapters or sections.

I would welcome contributions by others to any of these categories. Such
contributions (or corrections to my commentary and errata) should be sent to
bayes@ksvanhorn.com;
please indicate whether you wish to be identified as the contributor, and if
so, if you wish your email address to be given. I will forward the errata to
the editor, Larry Bretthorst, so that appropriate corrections can be made in
any future editions.

There is a mailing list for discussion about Jaynes's book: the
etjaynesstudy
group at Yahoo groups. If you have questions about Jaynes's book, the list is
a good place to ask them. You can also email me at
bayes@ksvanhorn.com, and
I'll try to answer your question if I can.

My thanks go to the following people who have contributed errata or comments:
Nick Cox, Philip Dawid, Anthony Garrett, Tony Kocurko, Naoki Saito, Eliezer
S. Yudowsky, and Arnold Zellner. (There may be others I've lost track of; if
I've inadvertently left your name off of the preceding list, please let me
know.)